Optimal asymptotic estimation of small exceedance probabilities (Q1600743)
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scientific article; zbMATH DE number 1756408
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| default for all languages | No label defined |
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| English | Optimal asymptotic estimation of small exceedance probabilities |
scientific article; zbMATH DE number 1756408 |
Statements
Optimal asymptotic estimation of small exceedance probabilities (English)
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16 June 2002
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generalized Pareto
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tail probability estimation
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extreme values
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bootstrap
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0.8007654547691345
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0.7899017333984375
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0.785800039768219
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0.7795915007591248
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0.7703949809074402
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